arXiv · 1411.5923
Stability and disturbance attenuation for a switched Markov jump linear system
Abstract
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently.
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Collin C. Lutz, Daniel J. Stilwell. 2014-11-21. Stability and disturbance attenuation for a switched Markov jump linear system. https://arxiv.org/abs/1411.5923
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